+11.7%
BABA vs NYT
+540.3%
-528.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | -13.8% | +6.5% | -20.3% | -15.5% |
| 30D | -15.1% | +8.4% | -23.5% | -17.4% |
| 3M | -22.7% | +13.9% | -36.7% | -26.3% |
| 6M | -34.7% | -4.8% | -29.9% | -34.4% |
| YTD | -35.0% | +6.2% | -41.2% | -37.5% |
| 1Y | -40.4% | +14.3% | -54.7% | -44.1% |
| 3Y | +21.9% | +73.6% | -51.7% | -2.6% |
| 5Y | -39.9% | +60.6% | -100.5% | -52.4% |
| All | +11.7% | +540.3% | -528.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling